The big day is finally here! As Eric noted this morning, we’re officially rolling out Windows Phone 7.5 (which many of you know better as Mango) worldwide through our mobile operator partners. While many of 7.5’s killer new features like Bing Vision, Threads, Groups and the new IE9 have been on display for a while, there are a few secrets we’ve kept under wraps. Today I’ll walk you through them.

First up is Internet Sharing, which you might know better as “tethering”.Starting today our hardware partners and mobile operators have the option to let you use your phone as a Wi-Fi hotspot so you can stay connected anywhere there’s a data connection. If this feature is enabled on your phone and by your carrier, you’ll see an additional “Internet Sharing” item under Settings. It’s pretty cool stuff and a feature that I’m really looking forward to using – I spend a LOT of time on the road and I hate it when I’m not connected, so this is a great option for me. And since Internet sharing lets you connect up to 5 devices at a time, I’ll be able to keep all of the PCs I travel with online when I’m on the go. I should note that this feature will only be available on new Windows Phones that have radios capable of broadcasting a connection; if you update your existing phone to 7.5, it won’t give it the ability to use Internet Sharing. (Although it would be cool if it did, right?)

The second new feature is our the brand new Web Marketplace, which will serve as your online resource to discover, try and buy new apps and games (and share them with your friends via Facebook & Twitter), and get them automatically delivered to your phone without any complicated multi-step installs. The Web Marketplace is too awesome to accurately describe in screenshots and text, so I shot a video of what the Web Marketplace looks like, how it works, and how you can take advantage of it. Check it out:

Amazing, right? I’m blown away by the fact that my Windows Phone receives and installs apps silently in the background. It makes getting apps – both new ones, and ones that I need to re-install, a breeze.

I should also note that along with the Web Marketplace, today you can also start using the new “My Windows Phone” section of WindowsPhone.com, which lets you easily find, lock and even erase your phone if it gets lost and gives you lighting fast access to apps, photos and docs.

So now that you know how to work the Web Marketplace, what’s the first app you’re going to download?